ls.diag
Compute Diagnostics for lsfit
Regression Results
Computes basic statistics, including standard errors, t and pvalues for the regression coefficients.
 Keywords
 regression
Usage
ls.diag(ls.out)
Arguments
 ls.out
 Typically the result of
lsfit()
Value

A
 std.dev
 The standard deviation of the errors, an estimate of $\sigma$.
 hat
 diagonal entries $h_{ii}$ of the hat matrix $H$
 std.res
 standardized residuals
 stud.res
 studentized residuals
 cooks
 Cook's distances
 dfits
 DFITS statistics
 correlation
 correlation matrix
 std.err
 standard errors of the regression coefficients
 cov.scaled
 Scaled covariance matrix of the coefficients
 cov.unscaled
 Unscaled covariance matrix of the coefficients
list
with the following numeric components.
References
Belsley, D. A., Kuh, E. and Welsch, R. E. (1980) Regression Diagnostics. New York: Wiley.
See Also
hat
for the hat matrix diagonals,
ls.print
,
lm.influence
, summary.lm
,
anova
.
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